+24.9%
VTEB vs HBM
+479.5%
-454.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.8% | -0.7% |
| 7D | -1.2% | -3.7% | +2.5% | -1.2% |
| 30D | -2.9% | -3.7% | +0.8% | -2.9% |
| 3M | -3.2% | +8.0% | -11.2% | -3.2% |
| 6M | -2.6% | +15.8% | -18.4% | -2.8% |
| YTD | -1.8% | +34.4% | -36.2% | -2.1% |
| 1Y | +0.2% | +98.2% | -97.9% | -0.4% |
| 3Y | +8.2% | +476.6% | -468.4% | +6.7% |
| 5Y | +0.8% | +331.1% | -330.3% | -0.6% |
| 10Y | +17.7% | +591.6% | -573.9% | +14.5% |
| All | +24.9% | +479.5% | -454.5% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling